3.10.2. statsmodels.robust.robust_linear_model¶
Robust linear models with support for the M-estimators listed under norms.
3.10.2.1. References¶
PJ Huber. ‘Robust Statistics’ John Wiley and Sons, Inc., New York. 1981.
- PJ Huber. 1973, ‘The 1972 Wald Memorial Lectures: Robust Regression:
- Asymptotics, Conjectures, and Monte Carlo.’ The Annals of Statistics, 1.5, 799-821.
- R Venables, B Ripley. ‘Modern Applied Statistics in S’ Springer, New York,
3.10.2.2. Classes¶
RLM(endog, exog[, M, missing]) |
Robust Linear Models |
RLMResults(model, params, ...) |
Class to contain RLM results |
RLMResultsWrapper(results) |
|
resettable_cache |
alias of ResettableCache |